Portfolio Risk Manager II -Capital Markets

Company Name:
Fannie Mae Corp
Portfolio Risk Manager II -Capital Markets THE COMPANY Fannie Mae exists to expand affordable housing and bring global capital to local communities in order to serve the U.S. housing market. Today, our focus is on preventing foreclosures, making mortgages and rental housing as affordable as possible, and supporting the housing recovery. We are rapidly building and realigning our company to better serve the market as we support the Administration's Homeowner Affordability and Stability Plan. Join our dedicated, diverse, high-performing workforce and put your unique talents to good use as we work with our partners to advance our nation's housing recovery. For more information about Fannie Mae and our career opportunities, visit . JOB INFORMATION Credit Portfolio Strategy in the Underwriting, Pricing and Capital Market (UPCM) division is responsible for monitoring and managing the risk in the Single Family Guarantee Business which includes over $2 trillion of mortgages. KEY JOB FUNCTIONS Measure and monitor the market, liquidity and credit risk in the mortgages active on book of business. Support portfolio's risk position with attribution to provide feedback to senior management on business strategies. Manage the production of risk management reports and monitor the relevant markets and portfolio activity. Advise and influence Analytics team and credit risk transfer teams to develop tactical and strategic guidance on portfolio's risk position that are consistent with limits and capital constraints. Provide recommendations to senior management. Support UPCM team with guidance on portfolio composition with specific allocation recommendations across asset
and products. Support Capital Markets team with guidance on portfolio composition with specific allocation recommendations across asset classes and products. Assist in developing debt funding strategy. Identify assets that are rich or cheap by assessing model results against recent or expected market developments. Review risk reports and capital adequacy reports to maintain a comprehensive understanding of risk positions, market conditions and business strategies. Provide direction to technology support teams to continually develop the infrastructure to support business and modeling needs. This includes the portfolio collection and aggregation process, access to appropriate market information and utilization of different pricing methodologies to estimate fair value, and database which satisfies reporting and analysis needs. Advise the trading and funding desks in real-time, at both the portfolio and security level, to develop specific hedge recommendations for portfolio management to improve return/risk profile Make portfolio management recommendations. Perform structured finance credit risk analysis to include assessment of underlying loans and deal structure. EDUCATION Graduate degree in Finance, Economics, or related quantitative field required MINIMUM EXPERIENCE 8 years of related experience SPECIALIZED KNOWLEDGE and SKILLS CFA charter holder preferred reports support BETS_ARC_Setter BACH_a33d1a unique MYK62683JR

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